| Metric | 11395371:btcusd:triple_med_gx:lsma125_115 | 11395371:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 17.28% | 183.29% |
| Max Drawdown | -19.9% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.61 | 1.41 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.78 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 108.24 | 2.71 |
| Outlier Loss Ratio | 3.85 | 2.61 |
| Volatility (ann.) | 5.65% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.24 | 0.54 |
| Skew | 6.45 | 0.2 |
| Kurtosis | 172.95 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.57% |
| Expected Yearly % | 4.07% | 29.73% |
| Kelly Criterion | 1.57% | 16.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.24% |
| Expected Shortfall (cVaR) | -0.48% | -2.24% |
| Year | 11395371:BTCUSD | 11395371:btcusd:triple_med_gx:lsma125_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 7.64 | -0.13 | + |
| 2023 | 155.54 | 12.93 | 0.08 | - |
| 2024 | 121.00 | -5.26 | -0.04 | - |
| 2025 | 16.76 | 1.84 | 0.11 | - |
| Metric | 11395371:btcusd:triple_med_gx:lsma125_115 | 11395371:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.18% | 31.46% |
| 6M | 0.88% | 12.77% |
| YTD | 1.84% | 16.76% |
| 1Y | -8.78% | 56.84% |
| 3Y (ann.) | 7.62% | 55.31% |
| 5Y (ann.) | 4.86% | 36.34% |
| Metric | 11395371:btcusd:triple_med_gx:lsma125_115 | 11395371:BTCUSD |
|---|---|---|
| Max Drawdown | -19.9% | -67.18% |
| Longest DD Days | 468.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.73% |
| Avg. Drawdown Days | 88.0 | 34.0 |
| Recovery Factor | 0.87 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-06-11 | -19.90 | 468 |
| 2022-02-19 | 2022-07-27 | -7.45 | 158 |
| 2023-05-15 | 2023-10-23 | -7.23 | 161 |
| 2024-01-09 | 2024-02-28 | -3.13 | 50 |
| 2022-07-28 | 2022-09-23 | -2.36 | 57 |
| 2023-01-31 | 2023-04-22 | -1.65 | 81 |
| 2022-09-24 | 2023-01-31 | -1.50 | 129 |
| 2023-11-08 | 2023-12-18 | -0.56 | 40 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2023-11-07 | 2023-11-07 | -0.18 | 0 |
| Metric | 11395371:btcusd:triple_med_gx:lsma125_115 | 11395371:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -4.1% | -9.32% |
| Best Week | 12.5% | 35.75% |
| Worst Week | -5.03% | -29.64% |
| Best Month | 14.37% | 43.77% |
| Worst Month | -5.03% | -37.12% |
| Best Year | 12.93% | 155.54% |
| Worst Year | -5.26% | -57.04% |
| Avg. Up Day | 1.1% | 1.14% |
| Avg. Down Day | -0.69% | -0.81% |
| Avg. Up Week | 3.05% | 7.57% |
| Avg. Down Week | -1.65% | -4.77% |
| Avg. Up Month | 4.4% | 15.54% |
| Avg. Down Month | -1.71% | -8.71% |
| Win Days % | 39.34% | 51.3% |
| Win Month % | 45.71% | 60.98% |
| Win Week % | 44.23% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |